Signal Extraction for Non‐Stationary Multivariate Time Series with Illustrations for Trend Inflation
Publisher: John Wiley & Sons Inc
E-ISSN: 1467-9892|36|2|209-227
ISSN: 0143-9782
Source: JOURNAL OF TIME SERIES ANALYSIS, Vol.36, Iss.2, 2015-03, pp. : 209-227
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Abstract